How to add a modifier to a collection(group? linked objects? IDK) which it has modifiers inside
Short answer, no, you cannot add modifiers to collections.
In you pic your are adding the modifier to 'Cube' as it is the selected object.
You can however copy modifiers to other objects with CTRL+L
For an array modifier, to keep all your parts relative to each other you'll need to use Object Offset and also have all the objects origins at the same point, this will break your mirror modifiers so they will need to use Mirror Object as their mirror point and select an object to use as the mirror point, or add an empty for this purpose.
The last object you select is the object to copy the modifiers from.
Also note, this is simply &quot;copying&quot;, so any changes made to a modifier after this will NOT update the others.
In my example I have already set all the objects origins to the same point. I then use the Empty to control the spread of the array